Forecasting value-at-risk for crude-oil

Esben Høg, Leonidas Tsiaras

Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review

Original language	English
Title of host publication	Symposium i Anvendt Statistik 2009
Editors	Peter Linde
Publisher	Danmarks Statistik
Publication date	2009
Pages	218-227
ISBN (Print)	978-87-501-1746-9
Publication status	Published - 2009
Event	31. symposium i anvendt statistik - Kolding, Denmark Duration: 26 Jan 2009 → 27 Jan 2009 Conference number: 31

Conference	31. symposium i anvendt statistik
Number	31
Country/Territory	Denmark
City	Kolding
Period	26/01/2009 → 27/01/2009

AUB Link

@inproceedings{36f9fff0042c11df9046000ea68e967b,

title = "Forecasting value-at-risk for crude-oil",

author = "Esben H{\o}g and Leonidas Tsiaras",

year = "2009",

language = "English",

isbn = "978-87-501-1746-9",

pages = "218--227",

editor = "Peter Linde",

booktitle = "Symposium i Anvendt Statistik 2009",

publisher = "Danmarks Statistik",

note = "31. symposium i anvendt statistik ; Conference date: 26-01-2009 Through 27-01-2009",

}

TY - GEN

T1 - Forecasting value-at-risk for crude-oil

AU - Høg, Esben

AU - Tsiaras, Leonidas

N1 - Conference code: 31

PY - 2009

Y1 - 2009

M3 - Article in proceeding

SN - 978-87-501-1746-9

SP - 218

EP - 227

BT - Symposium i Anvendt Statistik 2009

A2 - Linde, Peter

PB - Danmarks Statistik

T2 - 31. symposium i anvendt statistik

Y2 - 26 January 2009 through 27 January 2009

ER -